+4.5%
CARR vs CP
+21.1%
-16.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +3.2% | +2.4% | +0.8% | +1.8% |
| 30D | -7.7% | -0.5% | -7.1% | -7.5% |
| 3M | -11.9% | +1.4% | -13.3% | -12.9% |
| 6M | +2.0% | +10.3% | -8.3% | -4.2% |
| YTD | +13.2% | +24.3% | -11.1% | -0.9% |
| 1Y | -8.5% | +20.4% | -29.0% | -18.6% |
| All | +4.5% | +21.1% | -16.6% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling